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Ella · 2024年05月11日

in-sample的error大,不是说明模型过于简单吗

NO.PZ2020010801000040

问题如下:

A given set of data was divided into three equal parts. Three separate models were developed—each model using two of the three parts for fitting. Errors were calculated for each model. The diagram below shows the residual errors for each model run (the light highlights where the data was used for fitting the model versus the dark indicating the data that was held back):

Using the principles of m-fold cross validation, which model should be selected?





选项:

解释:

The first task is to calculate the squared residuals:

The model selected is the one that has the smallest RSS within the blue out-of-sample boxes—this is M3.





M3的in-sample的error大很多,说明模型过于简单啊

M2 in-sample和out-of-sample的error都比较小,不是更好吗

1 个答案
已采纳答案

李坏_品职助教 · 2024年05月11日

嗨,努力学习的PZer你好:


本题是要求我们用m-fold cross validation来挑选模型:

m-fold方法是重点关注样本外的效果,所以只需要看CV RSS最小的模型即可。


因为浅灰色只是用来样本内拟合,所以我们只需要深灰色的数据来检验模型即可,CV RSS 那一栏计算的就是三个模型所有深灰色误差的平方和,选CV RSS最小的那个,也就是M3模型。

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